+152.9%
FTNT vs MET
+85.6%
+67.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +7.1% | +4.5% | +2.6% | +5.3% |
| 30D | -30.9% | +3.5% | -34.4% | -32.0% |
| 3M | -23.1% | +5.9% | -29.0% | -25.1% |
| 6M | +8.1% | +33.1% | -25.0% | -5.1% |
| YTD | +60.2% | +33.6% | +26.6% | +39.3% |
| 1Y | +57.0% | +32.7% | +24.3% | +36.8% |
| 3Y | +152.9% | +85.0% | +67.9% | +88.1% |
| All | +152.9% | +85.6% | +67.4% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling